Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces
Publication:1643840
DOI10.1016/j.cam.2018.04.067OpenAlexW2536678148WikidataQ59225581 ScholiaQ59225581MaRDI QIDQ1643840
Erika Hausenblas, Hakima Bessaih, Tsiry Avisoa Randrianasolo, Paul André Razafimandimby
Publication date: 20 June 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.04384
nonlinear heat equationGalerkin approximationsemi-implicit schemeconvergence in probabilityfully implicit schemeGOY and Sabra shell model
Stochastic analysis applied to problems in fluid mechanics (76M35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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